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grpSLOPE  

Group Sorted L1 Penalized Estimation
View on CRAN: Click here


Download and install grpSLOPE package within the R console
Install from CRAN:
install.packages("grpSLOPE")

Install from Github:
library("remotes")
install_github("cran/grpSLOPE")

Install by package version:
library("remotes")
install_version("grpSLOPE", "0.3.3")



Attach the package and use:
library("grpSLOPE")
Maintained by
Alexej Gossmann
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-04-24
Latest Update: 2023-05-24
Description:
Group SLOPE (Group Sorted L1 Penalized Estimation) is a penalized linear regression method that is used for adaptive selection of groups of significant predictors in a high-dimensional linear model. The Group SLOPE method can control the (group) false discovery rate at a user-specified level (i.e., control the expected proportion of irrelevant among all selected groups of predictors). For additional information about the implemented methods please see Brzyski, Gossmann, Su, Bogdan (2018) .
How to cite:
Alexej Gossmann (2016). grpSLOPE: Group Sorted L1 Penalized Estimation. R package version 0.3.3, https://cran.r-project.org/web/packages/grpSLOPE. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2016-04-24 23:23), 0.2.0 (2016-10-20 10:52), 0.2.1 (2016-11-20 09:18), 0.3.0 (2020-04-07 07:00), 0.3.1 (2022-05-16 21:00)
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Complete documentation for grpSLOPE
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